Search results for: Stochastic

Authors: Pavlo Selyshchev

Abstract:

We consider fluctuations of defects density taking into account their interaction. Stochastic field of displacement generation rate gives random defect distribution. We determinate statistical characteristics (mean and dispersion) of random field of point defect distribution as function of defect generation parameters, temperature and properties of irradiated crystal.

 

Keywords: Irradiation, Primary Defects, Interaction, Fluctuations.

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Authors: Shaibu Baanni Azumah, William Adzawla

Abstract:

Rice is an important staple crop, with current demand higher than the domestic supply in Ghana. This has led to a high and unfavourable import bill. Therefore, recent policies and interventions in the agricultural sub-sector aim at promoting various improved agricultural technologies in order to improve domestic production and reduce the importation of rice. In this study, we examined the effect of the adoption of Urea Deep Placement (UDP) technology by rice farmers on the position of the production frontier. This involved 200 farmers selected through a multi stage sampling technique in the Northern region of Ghana. A Cobb-Douglas stochastic frontier model was fitted. The result showed that the adoption of UDP technology shifts the output frontier outward and also move the farmers closer to the frontier. Farmers were also operating under diminishing returns to scale which calls for redress. Other factors that significantly influenced rice production were farm size, labour, use of certified seeds and NPK fertilizer. Although there was an opportunity for improvement, the farmers were highly efficient (92%), compared to previous studies. Farmers’ efficiency was improved through increased education, household size, experience, access to credit, and lack of extension service provision by MoFA. The study recommends the revision of Ghana’s agricultural policy to include the UDP technology. Agricultural Extension officers of the Ministry of Food and Agriculture (MoFA) should be trained on the UDP technology to support IFDC’s drive to improve adoption by rice farmers. Rice farmers are also encouraged to expand their farm lands, improve plant population, and also increase the usage of fertilizer to improve yields. Mechanisms through which credit can be made easily accessible and effectively utilised should be identified and promoted.

Keywords: Efficiency, rice farmers, stochastic frontier, UDP technology.

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Authors: Engy A. Mohamed, Yasser G. Hegazy

Abstract:

This paper presents a novel algorithm for modeling photovoltaic based distributed generators for the purpose of optimal planning of distribution networks. The proposed algorithm utilizes sequential Monte Carlo method in order to accurately consider the stochastic nature of photovoltaic based distributed generators. The proposed algorithm is implemented in MATLAB environment and the results obtained are presented and discussed.

Keywords: Comulative distribution function, distributed generation, Monte Carlo.

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Authors: Mohamed Akrout, Douglas Tweed

Abstract:

The great success of deep learning relies on efficient optimizers, which are the algorithms that decide how to adjust network weights and biases based on gradient information. One of the most effective and widely used optimizers in recent years has been the method of adaptive moments, or Adam, but the mathematical reasons behind its effectiveness are still unclear. Attempts to analyse its behaviour have remained incomplete, in part because they hinge on a conjecture which has never been proven, regarding ratios of powers of the first and second moments of the gradient. Here we show that this conjecture is in fact false, but that a modified version of it is true, and can take its place in analyses of Adam.

Keywords: Adam optimizer, Bock’s conjecture, stochastic optimization, average regret.

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Authors: Turgay Temel, John Hallam

Abstract:

A sequential decision problem, based on the task ofidentifying the species of trees given acoustic echo data collectedfrom them, is considered with well-known stochastic classifiers,including single and mixture Gaussian models. Echoes are processedwith a preprocessing stage based on a model of mammalian cochlearfiltering, using a new discrete low-pass filter characteristic. Stoppingtime performance of the sequential decision process is evaluated andcompared. It is observed that the new low pass filter processingresults in faster sequential decisions.

Keywords: Classification, neuro-spike coding, parametricmodel, Gaussian mixture with EM algorithm, sequential decision.

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Authors: A. Anastasopoulou, A. Kolios, T. Somorin, A. Sowale, Y. Jiang, B. Fidalgo, A. Parker, L. Williams, M. Collins, E. J. McAdam, S. Tyrrel

Abstract:

Developing countries are nowadays confronted with great challenges related to domestic sanitation services in view of the imminent water scarcity. Contemporary sanitation technologies established in these countries are likely to pose health risks unless waste management standards are followed properly. This paper provides a solution to sustainable sanitation with the development of an innovative toilet system, called Nano Membrane Toilet (NMT), which has been developed by Cranfield University and sponsored by the Bill & Melinda Gates Foundation. The particular technology converts human faeces into energy through gasification and provides treated wastewater from urine through membrane filtration. In order to evaluate the environmental profile of the NMT system, a deterministic life cycle assessment (LCA) has been conducted in SimaPro software employing the Ecoinvent v3.3 database. The particular study has determined the most contributory factors to the environmental footprint of the NMT system. However, as sensitivity analysis has identified certain critical operating parameters for the robustness of the LCA results, adopting a stochastic approach to the Life Cycle Inventory (LCI) will comprehensively capture the input data uncertainty and enhance the credibility of the LCA outcome. For that purpose, Monte Carlo simulations, in combination with an artificial neural network (ANN) model, have been conducted for the input parameters of raw material, produced electricity, NO_X emissions, amount of ash and transportation of fertilizer. The given analysis has provided the distribution and the confidence intervals of the selected impact categories and, in turn, more credible conclusions are drawn on the respective LCIA (Life Cycle Impact Assessment) profile of NMT system. Last but not least, the specific study will also yield essential insights into the methodological framework that can be adopted in the environmental impact assessment of other complex engineering systems subject to a high level of input data uncertainty.

Keywords: Sanitation systems, nano membrane toilet, LCA, stochastic uncertainty analysis, Monte Carlo Simulations, artificial neural network.

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Authors: Pham Luu Trung Duong, Moonyong Lee

Abstract:

To increase precision and reliability of automatic control systems, we have to take into account of random factors affecting the control system. Thus, operational matrix technique is used for statistical analysis of first order plus time delay system with uniform random parameter. Examples with deterministic and stochastic disturbance are considered to demonstrate the validity of the method. Comparison with Monte Carlo method is made to show the computational effectiveness of the method.

Keywords: First order plus dead-time, Operational matrix, Statistical analysis, Walsh function.

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Authors: Young-Seok Choi

Abstract:

This work presents a new type of the affine projection (AP) algorithms which incorporate the sparsity condition of a system. To exploit the sparsity of the system, a weighted l1-norm regularization is imposed on the cost function of the AP algorithm. Minimizing the cost function with a subgradient calculus and choosing two distinct weighting for l1-norm, two stochastic gradient based sparsity regularized AP (SR-AP) algorithms are developed. Experimental results exhibit that the SR-AP algorithms outperform the typical AP counterparts for identifying sparse systems.

Keywords: System identification, adaptive filter, affine projection, sparsity, sparse system.

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Authors: Mohammed A. Hajeeh

Abstract:

This paper examines the behavior of a system, which upon failure is either replaced with certain probability p or imperfectly repaired with probability q. The system is analyzed using Kolmogorov's forward equations method; the analytical expression for the steady state availability is derived as an indicator of the system’s performance. It is found that the analysis becomes more complex as the number of imperfect repairs increases. It is also observed that the availability increases as the number of states and replacement probability increases. Using such an approach in more complex configurations and in dynamic systems is cumbersome; therefore, it is advisable to resort to simulation or heuristics. In this paper, an example is provided for demonstration.

Keywords: Repairable models, imperfect, availability, exponential distribution.

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Authors: Tomoaki Hashimoto

Abstract:

Recently, optimal control problems subject to probabilistic constraints have attracted much attention in many research field. Although probabilistic constraints are generally intractable in optimization problems, several methods haven been proposed to deal with probabilistic constraints. In most methods, probabilistic constraints are transformed to deterministic constraints that are tractable in optimization problems. This paper examines a method for transforming probabilistic constraints into deterministic constraints for a class of probabilistic constrained optimal control problems.

Keywords: Optimal control, stochastic systems, discrete-time systems, probabilistic constraints.

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Authors: Miloš Šeda

Abstract:

In this paper, mathematical models for permutation flow shop scheduling and job shop scheduling problems are proposed. The first problem is based on a mixed integer programming model. As the problem is NP-complete, this model can only be used for smaller instances where an optimal solution can be computed. For large instances, another model is proposed which is suitable for solving the problem by stochastic heuristic methods. For the job shop scheduling problem, a mathematical model and its main representation schemes are presented.

Keywords: Flow shop, job shop, mixed integer model, representation scheme.

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Authors: Hacene Benkhoula, Mohamed Badreddine Benabdella, Hamid Bouzeboudja, Abderrahmane Asraoui

Abstract:

The wind is a random variable difficult to master, for this, we developed a mathematical and statistical methods enable to modeling and forecast wind power. Gaussian Processes (GP) is one of the most widely used families of stochastic processes for modeling dependent data observed over time, or space or time and space. GP is an underlying process formed by unrecognized operator’s uses to solve a problem. The purpose of this paper is to present how to forecast wind power by using the GP. The Gaussian process method for forecasting are presented. To validate the presented approach, a simulation under the MATLAB environment has been given.

Keywords: Forecasting, Gaussian process, modeling, wind power.

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Authors: M. Mahdavi, H. Monsef, A. Bagheri

Abstract:

Discrete particle swarm optimization (DPSO) is a powerful stochastic evolutionary algorithm that is used to solve the large-scale, discrete and nonlinear optimization problems. However, it has been observed that standard DPSO algorithm has premature convergence when solving a complex optimization problem like transmission expansion planning (TEP). To resolve this problem an advanced discrete particle swarm optimization (ADPSO) is proposed in this paper. The simulation result shows that optimization of lines loading in transmission expansion planning with ADPSO is better than DPSO from precision view point.

Keywords: ADPSO, TEP problem, Lines loading optimization.

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Authors: Anatoli Torokhti, Stanley Miklavcic

Abstract:

Suppose KY and KX are large sets of observed and reference signals, respectively, each containing N signals. Is it possible to construct a filter F : KY → KX that requires a priori information only on few signals, p  N, from KX but performs better than the known filters based on a priori information on every reference signal from KX? It is shown that the positive answer is achievable under quite unrestrictive assumptions. The device behind the proposed method is based on a special extension of the piecewise linear interpolation technique to the case of random signal sets. The proposed technique provides a single filter to process any signal from the arbitrarily large signal set. The filter is determined in terms of pseudo-inverse matrices so that it always exists.

Keywords: Wiener filter, filtering of stochastic signals.

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Authors: Muhammad Ali, Awais Adnan

Abstract:

Network on a chip (NoC) has been proposed as a viable solution to counter the inefficiency of buses in the current VLSI on-chip interconnects. However, as the silicon chip accommodates more transistors, the probability of transient faults is increasing, making fault tolerance a key concern in scaling chips. In packet based communication on a chip, transient failures can corrupt the data packet and hence, undermine the accuracy of data communication. In this paper, we present a comparative analysis of transient fault tolerant techniques including end-to-end, node-by-node, and stochastic communication based on flooding principle.

Keywords: NoC, fault-tolerance, transient faults.

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Authors: J.H. Park, S. Lakshmanan, H.Y. Jung, S.M. Lee

Abstract:

This paper is concerned with the delay-distributiondependent stability criteria for bidirectional associative memory (BAM) neural networks with time-varying delays. Based on the Lyapunov-Krasovskii functional and stochastic analysis approach, a delay-probability-distribution-dependent sufficient condition is derived to achieve the globally asymptotically mean square stable of the considered BAM neural networks. The criteria are formulated in terms of a set of linear matrix inequalities (LMIs), which can be checked efficiently by use of some standard numerical packages. Finally, a numerical example and its simulation is given to demonstrate the usefulness and effectiveness of the proposed results.

Keywords: BAM neural networks, Probabilistic time-varying delays, Stability criteria.

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Authors: Mazhar B. Tayel, Amr H. Yassin

Abstract:

A proposed small-signal model parameters for a pseudomorphic high electron mobility transistor (PHEMT) is presented. Both extrinsic and intrinsic circuit elements of a smallsignal model are determined using genetic algorithm (GA) as a stochastic global search and optimization tool. The parameters extraction of the small-signal model is performed on 200-μm gate width AlGaAs/InGaAs PHEMT. The equivalent circuit elements for a proposed 18 elements model are determined directly from the measured S- parameters. The GA is used to extract the parameters of the proposed small-signal model from 0.5 up to 18 GHz.

Keywords: PHEMT, Genetic Algorithms, small signal modeling, optimization.

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Authors: S. Jalilzadeh, A. Kimiyaghalam, A. Ashouri

Abstract:

This paper presents a mathematical model and a methodology to analyze the losses in transmission expansion planning (TEP) under uncertainty in demand. The methodology is based on discrete particle swarm optimization (DPSO). DPSO is a useful and powerful stochastic evolutionary algorithm to solve the large-scale, discrete and nonlinear optimization problems like TEP. The effectiveness of the proposed idea is tested on an actual transmission network of the Azerbaijan regional electric company, Iran. The simulation results show that considering the losses even for transmission expansion planning of a network with low load growth is caused that operational costs decreases considerably and the network satisfies the requirement of delivering electric power more reliable to load centers.

Keywords: DPSO, TEP, Uncertainty

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Authors: Dimitri Perrin, Heather J. Ruskin, Martin Crane

Abstract:

This study focuses on examining why the range of experience with respect to HIV infection is so diverse, especially in regard to the latency period. An agent-based approach in modelling the infection is used to extract high-level behaviour which cannot be obtained analytically from the set of interaction rules at the cellular level. A prototype model encompasses local variation in baseline properties, contributing to the individual disease experience, and is included in a network which mimics the chain of lymph nodes. The model also accounts for stochastic events such as viral mutations. The size and complexity of the model require major computational effort and parallelisation methods are used.

Keywords: HIV, Immune modelling, Agent-based system, individual response.

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Authors: S. Ghasemi, K. Khorasani

Abstract:

In this paper, the problem of fault detection and isolation in the attitude control subsystem of spacecraft formation flying is considered. In order to design the fault detection method, an extended Kalman filter is utilized which is a nonlinear stochastic state estimation method. Three fault detection architectures, namely, centralized, decentralized, and semi-decentralized are designed based on the extended Kalman filters. Moreover, the residual generation and threshold selection techniques are proposed for these architectures.

Keywords: Formation flight of satellites, extended Kalman filter, fault detection and isolation, actuator fault.

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Authors: Reza Nadimi, Fariborz Jolai

Abstract:

This article combines two techniques: data envelopment analysis (DEA) and Factor analysis (FA) to data reduction in decision making units (DMU). Data envelopment analysis (DEA), a popular linear programming technique is useful to rate comparatively operational efficiency of decision making units (DMU) based on their deterministic (not necessarily stochastic) input–output data and factor analysis techniques, have been proposed as data reduction and classification technique, which can be applied in data envelopment analysis (DEA) technique for reduction input – output data. Numerical results reveal that the new approach shows a good consistency in ranking with DEA.

Keywords: Effectiveness, Decision Making, Data EnvelopmentAnalysis, Factor Analysis

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Authors: Francesco Caputo, Giuseppe Lamanna, Alessandro Soprano

Abstract:

This work is focused on the numerical prediction of the fracture resistance of a flat stiffened panel made of the aluminium alloy 2024 T3 under a monotonic traction condition. The performed numerical simulations have been based on the micromechanical Gurson-Tvergaard (GT) model for ductile damage. The applicability of the GT model to this kind of structural problems has been studied and assessed by comparing numerical results, obtained by using the WARP 3D finite element code, with experimental data available in literature. In the sequel a home-made procedure is presented, which aims to increase the residual strength of a cracked stiffened aluminum panel and which is based on the stochastic design improvement (SDI) technique; a whole application example is then given to illustrate the said technique.

Keywords: Residual strength, R-Curve, Gurson model, SDI.

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Authors: Dimitris Georgoutsos, Petros M. Migiakis

Abstract:

The concurrent era is characterised by strengthened interactions among financial markets and increased capital mobility globally. In this frames we examine the effects the international financial integration process has on the European bond markets. We perform a comparative study of the interactions of the European and international bond markets and exploit Cointegration analysis results on the elimination of stochastic trends and the decomposition of the underlying long run equilibria and short run causal relations. Our investigation provides evidence on the relation between the European integration process and that of globalisation, viewed through the bond markets- sector. Additionally the structural formulation applied, offers significant implications of the findings. All in all our analysis offers a number of answers on crucial queries towards the European bond markets integration process.

Keywords: financial integration, bond markets, cointegration

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Authors: Sandeep Singh Gill, Rajeevan Chandel, Ashwani Chandel

Abstract:

This paper presents a comparative study of Ant Colony and Genetic Algorithms for VLSI circuit bi-partitioning. Ant colony optimization is an optimization method based on behaviour of social insects [27] whereas Genetic algorithm is an evolutionary optimization technique based on Darwinian Theory of natural evolution and its concept of survival of the fittest [19]. Both the methods are stochastic in nature and have been successfully applied to solve many Non Polynomial hard problems. Results obtained show that Genetic algorithms out perform Ant Colony optimization technique when tested on the VLSI circuit bi-partitioning problem.

Keywords: Partitioning, genetic algorithm, ant colony optimization, non-polynomial hard, netlist, mutation.

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Authors: A. A. Khan, M. Naeem, S. Bashir, S. I. Shah

Abstract:

In this paper we propose a Particle Swarm heuristic optimized Multi-Antenna (MA) system. Efficient MA systems detection is performed using a robust stochastic evolutionary computation algorithm based on movement and intelligence of swarms. This iterative particle swarm optimized (PSO) detector significantly reduces the computational complexity of conventional Maximum Likelihood (ML) detection technique. The simulation results achieved with this proposed MA-PSO detection algorithm show near optimal performance when compared with ML-MA receiver. The performance of proposed detector is convincingly better for higher order modulation schemes and large number of antennas where conventional ML detector becomes non-practical.

Keywords: Multi Antenna (MA), Multi-input Multi-output(MIMO), Particle Swarm Optimization (PSO), ML detection.

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Authors: M. Mokhtar, A. Shuib, D. Mohamad

Abstract:

Portfolio optimization problem has received a lot of attention from both researchers and practitioners over the last six decades. This paper provides an overview of the current state of research in portfolio optimization with the support of mathematical programming techniques. On top of that, this paper also surveys the solution algorithms for solving portfolio optimization models classifying them according to their nature in heuristic and exact methods. To serve these purposes, 40 related articles appearing in the international journal from 2003 to 2013 have been gathered and analyzed. Based on the literature review, it has been observed that stochastic programming and goal programming constitute the highest number of mathematical programming techniques employed to tackle the portfolio optimization problem. It is hoped that the paper can meet the needs of researchers and practitioners for easy references of portfolio optimization.

Keywords: Portfolio optimization, Mathematical programming, Multi-objective programming, Solution approaches.

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Authors: Martha Liliana Reina Usuga, Wilson Adarme Jaimes, Oscar Eduardo Suarez

Abstract:

Coordinated supply chain represents major challenges for the different actors involved in it, because each agent responds to individual interests. The paper presents a framework with the reviewed literature regarding the system's decision structure and nature of demand. Later, it characterizes an agri food supply chain in the Central Region of Colombia, it responds to a decentralized distribution system and a stochastic demand. Finally, the paper recommends coordinating the chain based on shared information, and mechanisms for each agent, as VMI (vendor-managed inventory) strategy for farmer-buyer relationship, information system for farmers and contracts for transportation service providers.

Keywords: Agri-food supply chain, Coordination mechanisms, Decentralized distribution system, Supply chain coordination.

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Authors: M. A. Tayfun

Abstract:

Occurrences of spurious crests on the troughs of large, relatively steep second-order Stokes waves are anomalous and not an inherent characteristic of real waves. Here, the effects of such occurrences on the statistics described by the standard second-order stochastic model are examined theoretically and by way of simulations. Theoretical results and simulations indicate that when spurious occurrences are sufficiently large, the standard model leads to physically unrealistic surface features and inaccuracies in the statistics of various surface features, in particular, the troughs and thus zero-crossing heights of large waves. Whereas inaccuracies can be fairly noticeable for long-crested waves in both deep and shallower depths, they tend to become relatively insignificant in directional waves.

Keywords: Large waves, non-linear effects, simulation, spectra, spurious crests, Stokes waves, wave breaking, wave statistics.

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Authors: Oshmita Dey, Debjani Chakraborty

Abstract:

In this paper, a single period inventory model with resalable returns has been analyzed in an imprecise and uncertain mixed environment. Demand has been introduced as a fuzzy random variable. In this model, a single order is placed before the start of the selling season. The customer, for a full refund, may return purchased products within a certain time interval. Returned products are resalable, provided they arrive back before the end of the selling season and are found to be undamaged. Products remaining at the end of the season are salvaged. All demands not met directly are lost. The probabilities that a sold product is returned and that a returned product is resalable, both imprecise in a real situation, have been assumed to be fuzzy in nature.

Keywords: Fuzzy random variable, Modified graded meanintegration, Internet mail order, Inventory.

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Authors: Oulad Naoui Noureddine, Cherif ELAmine, Djehiche Abdelkader

Abstract:

Water resources management includes several disciplines; the modeling of rainfall-runoff relationship is the most important discipline to prevent natural risks. There are several models to study rainfall-runoff relationship in watersheds. However, the majority of these models are not applicable in all basins of the world.  In this study, a new stochastic method called The Only Corresponding Competitor method (OCC) was used for the hydrological modeling of M’ZAB   Watershed (South East of Algeria) to adapt a few empirical models for any hydrological regime.  The results obtained allow to authorize a certain number of visions, in which it would be interesting to experiment with hydrological models that improve collectively or separately the data of a catchment by the OCC method.

Keywords: Empirical model, modeling, OCC, rainfall-runoff relationship.

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